any K&N filters

I've always believed that the K&N's don't filter as well (I'm your typical engineer). It only makes sense that if you are flowing more air, all other things remaining the same, that you are not filtering as well. My thoughts have always been that the small amount of difference in filtering ability won't make a difference over the lifetime of a vehicle. The filter patches shown on the Bobistheoilguy link really show very little difference in color. It would have been really interesting had he weighed the patches before and after the test to find out exactly how much weight difference (and therefore how much more dirt) there is between each of the samples. The particles that allowed that dirt to bypass the filter were extremely small and I personally doubt they will cause any real issues, even over the long haul.

We drove our 1992 Grand Caravan 200k miles over a timespan of 14 years with a K&N in it and never had an issue. I had the oilpan off the van for a gasket replacement in the last year we owned it and the interior of the lower engine still looked like new. It still ran like new also. I maintain my vehicles regularly and that is what I believe keeps a vehicle running over the long haul. Sorry for the slight detour off-topic.

I like to call this "sense of power" the reality shifter. Rather than getting "more power" to the point that you actually felt it you're simply getting on the gas more than you used to, and 10,000 miles of dirt does help a little. One thing to consider is what you mentioned. at WOT the car puts more fuel in the chamber because it's getting more air. This is, to my understanding, not true. At WOT the injectors are at full duty cycle, therefore pumping as much fuel as they can into an engine.. This is the reason WOT causes such horrible fuel economy. The air filter allows more air to match this fuel consumption, so you get the better burn, and thus more power. Now, consider how much more air is actually being flowed and you would have to come to the conclustion that even if you had an astonishing 5HP gain on an AWD car you would be putting 3 maybe 3.5 of that to the actual wheels of a 4300lbs car.. Hardly a noticeable difference. Put that same power on a motorcycle and life is the bubbles!..
power to weight ratio... You can only get so much power to the wheels and at 1200lbs for every 1HP in gain it's very unlikely you'd feel it.... it'd be like putting a 1HP engine is a 1200lbs car, I'm pretty sure you wouldn't even know you were moving until you past the first crack in the sidewalk...
The ONLY bolt on cheap way to gain HP and MPG is a filter charger, ram air, or cold air intake..
These will lower the ambiant air temperature entering the engine, cooler air burns hotter.. The better the burn, the better the boom, the better the boom, the better the vroom..
Plastic is the NUMBER 1 eliminator of heat.. Metal, especially aluminum, conducts tremendous amounts of heat. This heat is taken directly from the heads and put onto your intake manifold, transfered to your Throttle body, and then to your intake, so an all metal setup would basically mean every amount of air you sucked in is the same temp, or close to it, as your engine. NOT good.. Most manufaturers went to an all plastic intake manifold. This prevents nearly all of the heat transfer. Couple this with a plastic cold air intake and you're golden!!.. you'd have air temps going into the engine at 90* rather than 140* or more.. The other advantage of plastic parts/components is the smoothness of parts... Many people polish their intakes, or throttle bodies to get smoother air flow, the plastic cold air intake does this on the intake side. This again wil give you a decent gain in HP and MPG..
With a traditional styled, but made out of plastic, Cold Air Intake you could, very likely, see a 10, maybe 15 HP gain. Don't expect much more than that though, and that's with the best way you can setup an intake/filter setup.
Point is.. a drop in K&N filter doesn't do anything for you.. Everyone can argue and deny this, but this is fact.. You will not notice any gains in HP or MPG by a drop in type filter..
Don't believe me? Take it one step furter.. get a car with an engine you hate for some reason, top it off, but in a new air filter, run it with the filter for 100miles, fill up, do the math for the MPG, take the filter out, drive 100miles back home, fill up, do the MPG math again.. you may see a 2MPG improvement.. that's with NO filter in the intake.. (keep the intake box all hooked up though).. So how much better could a K&N be?